Robust model predictive control of constrained linear systems with bounded disturbances

  • Authors:

  • D. Q. Mayne;M. M. Seron;S. V. Raković

  • Affiliations:

  • Department of Electrical and Electronic Engineering, Imperial College, London, SW72BT, UK;School of Electrical Engineering and Computer Science, University of Newcastle, New South Wales, Australia;Department of Electrical and Electronic Engineering, Imperial College, London, SW72BT, UK

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2005

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Abstract

This paper provides a novel solution to the problem of robust model predictive control of constrained, linear, discrete-time systems in the presence of bounded disturbances. The optimal control problem that is solved online includes, uniquely, the initial state of the model employed in the problem as a decision variable. The associated value function is zero in a disturbance invariant set that serves as the 'origin' when bounded disturbances are present, and permits a strong stability result, namely robust exponential stability of the disturbance invariant set for the controlled system with bounded disturbances, to be obtained. The resultant online algorithm is a quadratic program of similar complexity to that required in conventional model predictive control.